+17.5%
LUV vs QSR
+135.2%
-117.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -1.0% | -4.0% | +3.0% | +1.0% |
| 30D | -12.4% | +2.8% | -15.1% | -13.6% |
| 3M | -11.0% | +5.1% | -16.1% | -13.5% |
| 6M | -5.0% | +8.8% | -13.8% | -9.5% |
| YTD | -3.8% | +14.8% | -18.6% | -11.2% |
| 1Y | +25.9% | +25.7% | +0.2% | +11.0% |
| 3Y | +42.2% | +27.5% | +14.7% | +21.2% |
| 5Y | -10.8% | +41.3% | -52.0% | -28.9% |
| All | +17.5% | +135.2% | -117.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling